Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48046.22 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46651.34 Kr¶

PnL: ---------------------------------------> -237.23 Kr¶

DD now: ---------------------------------> -1.2 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 20:02:22.654859'

Anic Portfolio¶

This Week¶

Return: 1.079 %¶

Total¶

Return: 57.291 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 4.260000 2912.000000 276.000000 10.470000 2636.000010
Beijer Electronics Group 26 0.660000 3156.400000 185.400000 6.240000 2971.000006
Corem Property Group B 59 6.790000 686.760000 109.760000 19.020000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.950000 458.800000 103.800000 29.240000 355.000000
HMS Networks 2 0.730000 717.200000 44.200000 6.570000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.440000 1694.400000 40.400000 2.440000 1653.999996
Midsona B 63 2.870000 609.210000 26.210000 4.500000 582.999984
Samhällsbyggnadsbo. i Norden D 12 4.170000 270.000000 24.000000 9.760000 246.000000
OEM International B 7 2.220000 548.800000 20.800000 3.940000 527.999997
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
MedCap 2 3.770000 440.000000 19.000000 4.510000 421.000000
Intrum 4 2.520000 545.800000 18.800000 3.570000 527.000000
Coor Service Management Hold. 8 0.660000 549.600000 17.600000 3.310000 532.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Nordea Bank Abp 29 0.550000 3468.400000 14.400000 0.420000 3453.999992
Resurs Holding 22 0.150000 585.860000 11.860000 2.070000 573.999998
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.120000 553.920000 10.920000 2.010000 543.000000
Essity B 2 1.110000 582.800000 8.800000 1.530000 574.000000
CTEK 13 4.570000 541.580000 7.580000 1.420000 533.999999
AcadeMedia 12 0.470000 564.000000 7.000000 1.260000 557.000004
Handelsbanken A 5 0.690000 549.500000 3.500000 0.640000 546.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Securitas B 6 1.150000 570.120000 0.120000 0.020000 570.000000
Swedbank A 3 0.510000 563.850000 -0.150000 -0.030000 564.000000
SAAB B 8 1.490000 3331.200000 -45.800000 -1.360000 3377.000000
Sampo Oyj SDB 7 0.840000 3794.000000 -56.000000 -1.450000 3850.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 3.080000 549.940000 -63.060000 -10.290000 612.999432
OX2 18 -2.050000 1503.000000 -161.000000 -9.680000 1663.999992
Axfood 13 0.690000 3580.200000 -175.800000 -4.680000 3756.000001
Ovzon 52 0.520000 3010.800000 -351.200000 -10.450000 3361.999992
Fasadgruppen Group 35 -1.010000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46651.340000 -237.230000 -1.20023% 46888.564618

Updated:¶

'2023-01-16 19:59:57.996679'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶